Statistical Inference for Partially Observed Markov Processes via the R Package pomp

Partially observed Markov process (POMP) models, also known as hidden Markov models or state space models, are ubiquitous tools for time series analysis. The R package pomp provides a very flexible framework for Monte Carlo statistical investigations using nonlinear, non-Gaussian POMP models. A range of modern statistical methods for POMP models have been implemented in this framework including sequential Monte Carlo, iterated filtering, particle Markov chain Monte Carlo, approximate Bayesian computation, maximum synthetic likelihood estimation, nonlinear forecasting, and trajectory matching. In this paper, we demonstrate the application of these methodologies using some simple toy problems. We also illustrate the specification of more complex POMP models, using a nonlinear epidemiological model with a discrete population, seasonality, and extra-demographic stochasticity. We discuss the specification of user-defined models and the development of additional methods within the programming environment provided by pomp.Comment: In press at the Journal of Statistical Software. A version of this paper is provided at the pomp package website: http://kingaa.github.io/pom

Good policies for bad governments: behavioral political economy

Politicians and policymakers are prone to the same biases as private citizens. Even if politicians are rational, little suggests that they have altruistic interests. Such concerns lead us to be wary of proposals that rely on benign governments to implement interventionist policies that "protect us from ourselves." The authors recommend paternalism that recognizes both the promise and threat of activist government. They support interventions that channel behavior without taking away consumers' ability to choose for themselves. Such "benign paternalism" can lead to very dramatic behavioral changes. But benign paternalism does not give government true authority to control our lives and does not give private agents an incentive to reject such authority through black markets and other corrosive violations of the rule of law. The authors discuss five examples of policy interventions that will generate significant welfare gains without reducing consumer liberties. They believe that all policy proposals should be viewed with healthy skepticism. No doctor would prescribe a drug that only worked in theory. Likewise, economic policies should be tested with small-scale field experiments before they are adopted.Macroeconomics ; Economics ; Economic policy

Correction for covariate measurement error in nonparametric regression

Many areas of applied statistics have become aware of the problem of measurement error-prone variables and their appropriate analysis. Simply ignoring the error in the analysis usually leads to biased estimates, like e.g. in the regression with error-prone covariates. While this problem has been discussed at length for parametric regression, only few methods exist to handle nonparametric regression under error, which are usually either computer intensive or little effective. This thesis develops new methods achieving the correction quality of state of the art methods while demanding only a trickle of their computing time. These new methods use the so-called relevance vector machine (RVM) for nonparametric regression - now enhanced by correction methods based on the ideas of regression calibration, the so-called SIMEX and Markov Chain Monte Carlo (MCMC) correction. All methods are compared in simulation studies regarding Gaussian, binary and Poisson responses. This thesis also discusses the case of multiple error-prone covariates. Furthermore, a MCMC based correction method for nonparametric regression of binary longitudinal data with covariate measurement error is introduced. This data scenario is often encountered, e.g. in epidemiological applications

Social Media Influencers- A Review of Operations Management Literature

This literature review provides a comprehensive survey of research on Social Media Influencers (SMIs) across the fields of SMIs in marketing, seeding strategies, influence maximization and applications of SMIs in society. Specifically, we focus on examining the methods employed by researchers to reach their conclusions. Through our analysis, we identify opportunities for future research that align with emerging areas and unexplored territories related to theory, context, and methodology. This approach offers a fresh perspective on existing research, paving the way for more effective and impactful studies in the future. Additionally, gaining a deeper understanding of the underlying principles and methodologies of these concepts enables more informed decision-making when implementing these strategie

Toward a Public Relations Theory of Integration

Health and human service nonprofit organizations provide a multitude of support services to marginalized and underserved populations in the United States and abroad. Public relations and communications professionals are often focused on supporting goals that are directly tied to the organization which are also strongly tied to revenue seeking through increasing awareness of mission and need for financial contribution. This qualitative constructivist grounded theory study explores the extent to which public relations and communications roles can impact the integration of service populations into their communities.Through interviews with 13 refugee aid organization staff and 11 refugees, primary barriers to integration, including misinformation, powerlessness and unmet social capital needs, are identified, and the role of public relations as the trust builder and is explained. The major finding in this study theorizes how the maximization of trust through the implementation of strategic public relations and communications activities with external and internal stakeholders reduces barriers to service user community integration. The findings provide a theoretical model illustrating the processes by which public relations and communications can influence the integration of service populations into their communities. Keywords: Public relations, Integration, Refugees, Grounded Theory, Nonprofit, Communication

Three Essays on the Role of Unstructured Data in Marketing Research

This thesis studies the use of firm and user-generated unstructured data (e.g., text and videos) for improving market research combining advances in text, audio and video processing with traditional economic modeling. The first chapter is joint work with K. Sudhir and Minkyung Kim. It addresses two significant challenges in using online text reviews to obtain fine-grained attribute level sentiment ratings. First, we develop a deep learning convolutional-LSTM hybrid model to account for language structure, in contrast to methods that rely on word frequency. The convolutional layer accounts for the spatial structure (adjacent word groups or phrases) and LSTM accounts for the sequential structure of language (sentiment distributed and modified across non-adjacent phrases). Second, we address the problem of missing attributes in text in constructing attribute sentiment scores---as reviewers write only about a subset of attributes and remain silent on others. We develop a model-based imputation strategy using a structural model of heterogeneous rating behavior. Using Yelp restaurant review data, we show superior accuracy in converting text to numerical attribute sentiment scores with our model. The structural model finds three reviewer segments with different motivations: status seeking, altruism/want voice, and need to vent/praise. Interestingly, our results show that reviewers write to inform and vent/praise, but not based on attribute importance. Our heterogeneous model-based imputation performs better than other common imputations; and importantly leads to managerially significant corrections in restaurant attribute ratings. The second essay, which is joint work with Aniko Oery and Joyee Deb is an information-theoretic model to study what causes selection in valence in user-generated reviews. The propensity of consumers to engage in word-of-mouth (WOM) differs after good versus bad experiences, which can result in positive or negative selection of user-generated reviews. We show how the strength of brand image (dispersion of consumer beliefs about quality) and the informativeness of good and bad experiences impacts selection of WOM in equilibrium. WOM is costly: Early adopters talk only if they can affect the receiver’s purchase. If the brand image is strong (consumer beliefs are homogeneous), only negative WOM can arise. With a weak brand image or heterogeneous beliefs, positive WOM can occur if positive experiences are sufficiently informative. Using data from Yelp.com, we show how strong brands (chain restaurants) systematically receive lower evaluations controlling for several restaurant and reviewer characteristics. The third essay which is joint work with K.Sudhir and Khai Chiong studies success factors of persuasive sales pitches from a multi-modal video dataset of buyer-seller interactions. A successful sales pitch is an outcome of both the content of the message as well as style of delivery. Moreover, unlike one-way interactions like speeches, sales pitches are a two-way process and hence interactivity as well as matching the wavelength of the buyer are also critical to the success of the pitch. We extract four groups of features: content-related, style-related, interactivity and similarity in order to build a predictive model of sales pitch effectiveness

Exploring Hopes And Fears From Supply Chain Innovations: An Analysis Of Antecedents And Consequences Of Supply Chain Knowledge Exchanges

This dissertation sheds light on severalhopes and fears from supply chain innovation in three distinct papers. Paper one introduces the concept of Process Innovation Propagation as an appropriation technique helping to extract the most returns out of a process innovation by exporting to supply chain partners. Paper two devises and empirically tests knowledge properties that best lead to radical and incremental supply chain innovative capabilities. Lastly, paper three conducts an exploratory study that introduces factors affecting a firm’s optimum supply chain innovation strategy. The dissertation makes a strong argument that supply chain innovation is most prominently governed by power asymmetry that may either help or hurt innovative performance

Measuring poverty and child malnutrition with their determinants from household survey data.

Doctor of Philosophy in Statistics. University of KwaZulu-Natal, Pietermaritzburg 2016.The eradication of poverty and malnutrition is the main objective of most societies and policy makers. But in most cases, developing a perfect or accurate poverty and malnutrition assessment tool to target the poor households and malnourished people is a challenge for applied policy research. The poverty of households and malnutrition of children under five years have been measured based to money metric and this approach has a number of problems especially in developing countries. Hence, in this study we developed an asset index from Demographic and Health Survey data as an alternative method to measure poverty of households and malnutrition and thereby examine different statistical methods that are suitable to identify the associated factors. Therefore, principal component analysis was used to create an asset index for each household which in turn served as response variable in case of poverty and explanatory (known as wealth quintile) variable in the case of malnutrition. In order to account for the complexity of sampling design and the ordering of outcome variable, a generalized linear mixed model approach was used to extend ordinal survey logistic regression to include random effects and therefore to account for the variability between the primary sampling units or villages. Further, a joint model was used to simultaneously measure the malnutrition on three anthropometric indicators and to examine the possible correlation between underweight, stunting and wasting. To account for spatial variability between the villages, we used spatial multivariate joint model under generalized linear mixed model. A quantile regression model was used in order to consider a complete picture of the relationship between the outcome variable (poverty index and weight-for-age index) and predictor variables to the desired quantiles. We have also used generalized additive mixed model (semiparametric) in order to relax the assumption of normality and linearity inherent in linear regression models, where categorical covariates were modeled by parametric model, continuous covariates and interaction between the continuous and categorical variables by nonparametric models. A composite index from three anthropometric indices was created and used to identify the association of poverty and malnutrition as well as the factors associated with them. Each of these models has inherent strengths and weaknesses. Then, the choice of one depends on what a research is trying to accomplish and the type of data being used. The findings from this study revealed that the level of education of household head, gender of household head, age of household head, size of the household, place of residence and the province are the key determinants of poverty of households in Rwanda. It also revealed that the determinants of malnutrition of children under five years in Rwanda are: child age, birth order of the child, gender of the child, birth weight of the child, fever, multiple birth, mother’s level of education, mother’s age at the birth, anemia, marital status of the mother, body mass index of the mother, mother’s knowledge on nutrition, wealth index of the family, source of drinking water and province. Further, this study revealed a positive association between poverty of household and malnutrition of children under five years

Estimating risk determinants of HIV and TB in South Africa.

Thesis (M.Sc.)-University of KwaZulu-Natal, Pietermaritzburg, 2009Where HIV/AIDS has had its greatest adverse impact is on TB. People with TB that are infected with HIV are at increased risk of dying from TB than HIV. TB is the leading cause of death in HIV individuals in South Africa. HIV is the driving factor that increases the risk of progression from latent TB to active TB. In South Africa no coherent analysis of the risk determinants of HIV and TB has been done at the national level this study seeks to mend that gab. This study is about estimating risk determinants of HIV and TB. This will be done using the national household survey conducted by Human Sciences Research Council in 2005. Since individuals from the same household and enumerator area more likely to be more alike in terms of risk of disease or correlated among each other, the GEEs will be used to correct for this potential intraclass correlation. Disease occurrence and distribution is highly heterogeneous at the population, household and the individual level. In recognition of this fact we propose to model this heterogeneity at community level through GLMMs and Bayesian hierarchical modelling approaches with enumerator area indicating the community e ect. The results showed that HIV is driven by sex, age, race, education, health and condom use at sexual debut. Factors associated with TB are HIV status, sex, education, income and health. Factors that are common to both diseases are sex, education and health. The results showed that ignoring the intraclass correlation can results to biased estimates. Inference drawn from GLMMs and Bayesian approach provides some degree of con dence in the results. The positive correlation found at an enumerator area level for both HIV and TB indicates that interventions should be aimed at an area level rather than at the individual level